Anic Equity¶

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Total return since start: 0.579 %¶

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Equity now: -----------------------------> 48242.04 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 46905.34 Kr¶

PnL: ---------------------------------------> 560.41 Kr¶

DD now: ---------------------------------> -9.184 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-08-07 10:37:29.274470'

Anic Portfolio¶

Today¶

Return: 0.018 %¶

This Week¶

Return: 0.018 %¶

Total portfolio value¶

Return including deposits: 57.932 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
VEF 909 -0.780000 2299.770000 449.770000 24.310000 1850.000436
Vitec Software Group B 2 -0.760000 1169.000000 82.000000 7.540000 1087.000000
Nordic Waterproofing Holding 7 -1.610000 1029.000000 62.000000 6.410000 966.999999
Sagax A 4 -0.870000 916.000000 62.000000 7.260000 854.000000
Tethys Oil 109 3.160000 5903.440000 7.630000 0.130000 5895.810000
Volvo B 25 0.130000 5732.500000 3.750000 0.070000 5728.750000
EnQuest PLC 2351 2.450000 5698.820000 0.000000 0.000000 5698.824000
Lindab International 35 -1.180000 5579.000000 0.000000 0.000000 5579.000000
NP3 Fastigheter 32 -1.280000 5683.200000 0.000000 0.000000 5683.200000
Volvo A 24 0.340000 5644.800000 0.000000 0.000000 5644.800000
Investor B 27 -0.360000 5663.250000 -13.500000 -0.240000 5676.750000
Orrön Energy 148 -2.940000 1586.560000 -93.240000 -5.550000 1679.800000
TOTAL 46905.340000 560.410000 -9.18351% 46344.934435

Updated:¶

'2023-08-07 10:37:47.222414'
None

Last optimization/rebalancing:¶

'2023-07-26'

Next optimization/rebalancing:¶

'2023-09-05'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶